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Extending the family of Bayesian bootstraps and exchangeable urn schemes

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A Bayesian bootstrap for a finite population with censored observations is introduced. It is shown to reduce to the finite population Bayesian bootstrap if there is no censoring and to reduce to the censored data Bayesian bootstrap for a large population. A class of general urn schemes for simulating exchangeable sequences of variables is introduced which is connected to the bootstrap method.

Keywords: Bayesian bootstrap; Censored data; Exchangeable urn schemes; Finite population; Polya urn scheme

Document Type: Original Article


Affiliations: 1: Università di Pavia, Italy, 2: Imperial College of Science, Technology and Medicine, London, UK

Publication date: January 1, 1998

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